scientific article; zbMATH DE number 4199387
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Publication:3350574
zbMATH Open0726.62145MaRDI QIDQ3350574FDOQ3350574
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Publication date: 1989
Title of this publication is not available (Why is that?)
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kurtosisskewnessmodel checkingautoregressive processesautoregressive time seriesestimation residualsGaussian time seriesTests for departures from normalitytests for nonnormality
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cited In (11)
- Testing for parameter constancy in non-Gaussian time series
- Behaviour of skewness, kurtosis and normality tests in long memory data
- A SIMPLE TEST OF NORMALITY FOR TIME SERIES
- Studentized autoregressive time series residuals
- Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests
- A divergence test for autoregressive time series models
- Testing Normality for Linear AR(p) Models
- Testing normality in autoregressive models
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
- Measures of multivariate skewness and kurtosis for tests of nonnormality
- A new test for normality in linear autoregressive models
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